MSE
Notes and Ideas:
Defination:
- Statistic:
- The mean squared error of an estimator meausures the average of the squares of the errors, the average squared difference betweem the estimated values and the actual value. it;s a Risk Fucntion, Corresponding to the expected value of the squared error loss. the MSE is almost always strictly posivtive(and no zero) is becaue of randomness or becasue the estimator does not account for information that coould produce a more accurate estimate
- Machine Learning:
- Sepcifically Empirical Risk Minimization
- MSE may refer to the Emprical Risk, as an estimate of the true MSE(the true risk: the average loss on the actual population distribution )